Clark-West test for forecasting performance

This function implements the Clark-West test for forecasting performance.
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Updated 20 Mar 2018

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This function implements the Clark-West test for forecasting performance. For further details, see the documentation.

Cite As

Rasmus Bang (2026). Clark-West test for forecasting performance (https://www.mathworks.com/matlabcentral/fileexchange/66560-clark-west-test-for-forecasting-performance), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2017b
Compatible with any release
Platform Compatibility
Windows macOS Linux
Categories
Find more on Conditional Mean Models in Help Center and MATLAB Answers
Version Published Release Notes
1.0.0.0